Poincare Inequality (General) (Theorem # 75)
Theorem
Let $U \subseteq \mathbb{R}^n$ be a bounded, connected, [open set](/page/Open%20Set) with a $C^1$ [boundary](/page/Boundary) $\partial U$, and let $1 \le p \le \infty$. For any [function](/page/Function) $u \in L^1(U)$, we denote its average value by $(u)_U := \frac{1}{\mathcal{L}^n(U)} \int_U u \, d\mathcal{L}^n$. Then, there exists a constant $C$, depending only on $n$, $p$, and $U$, such that for all $u \in W^{1,p}(U)$:
\begin{align*}
\| u - (u)_U \|_{L^p(U)} \le C \| \nabla u \|_{L^p(U)}.
\end{align*}
Analysis
Partial Differential Equations
Discussion
The general Poincaré inequality states that for a bounded, connected, open set $U \subset \mathbb{R}^n$ with $C^1$ boundary and $1 \le p < \infty$, there exists a constant $C = C(n, p, U) > 0$ such that $\|u - (u)_U\|_{L^p(U)} \le C\,\|\nabla u\|_{L^p(U)}$ for all $u \in W^{1,p}(U)$, where $(u)_U$ denotes the mean value of $u$ over $U$. Unlike the Poincaré inequality for $W_0^{1,p}$ (which requires zero trace), this version controls oscillation around the mean for functions with arbitrary boundary values; the cost is that only the deviation $u - (u)_U$ is controlled, not $u$ itself. The proof is indirect: assuming no such constant exists, one constructs a normalised sequence in $W^{1,p}(U)$ with unit $L^p$ norm, zero mean, and vanishing gradient. The Rellich-Kondrachov compactness theorem extracts a strongly convergent subsequence in $L^p(U)$, and the limit inherits unit norm, zero mean, and zero weak gradient. Connectedness of $U$ forces a function with zero weak gradient to be constant a.e., and the zero-mean condition then forces this constant to be zero, contradicting the unit norm. The inequality is fundamental in the calculus of variations and elliptic PDE theory, where it provides coercivity of energy functionals on quotient spaces modulo constants.
Proof
[proofplan]
We prove the Poincare inequality by contradiction and compactness. Assuming the inequality fails, we construct a normalised sequence $(v_k)$ in $W^{1,p}(U)$ with unit $L^p$ norm, zero mean, and gradients converging to zero. The Rellich-Kondrachov compactness theorem extracts a subsequence converging strongly in $L^p(U)$ to a limit $v$ that inherits unit norm, zero mean, and zero weak gradient. Since $U$ is connected and $\nabla v = 0$, the function $v$ is constant a.e., and the zero-mean condition forces $v = 0$, contradicting $\|v\|_{L^p} = 1$.
[/proofplan]
[step:Assume the inequality fails and construct a normalised sequence]
Suppose the conclusion is false. Then for every $k \ge 1$, there exists $u_k \in W^{1,p}(U)$ with:
\begin{align*}
\|u_k - (u_k)_U\|_{L^p(U)} > k \, \|\nabla u_k\|_{L^p(U)}.
\end{align*}
Define the normalised sequence:
\begin{align*}
v_k := \frac{u_k - (u_k)_U}{\|u_k - (u_k)_U\|_{L^p(U)}}.
\end{align*}
By construction, $(v_k)$ satisfies three properties:
- **Unit norm:** $\|v_k\|_{L^p(U)} = 1$.
- **Zero mean:** $(v_k)_U = 0$, since subtracting the mean $(u_k)_U$ shifts the average to zero, and dividing by a nonzero constant preserves this.
- **Vanishing gradient:** $\nabla v_k = \frac{\nabla u_k}{\|u_k - (u_k)_U\|_{L^p(U)}}$, so $\|\nabla v_k\|_{L^p(U)} < \frac{1}{k} \to 0$.
[guided]
The proof is by contradiction. If no constant $C$ works, then for each integer $k \ge 1$ there exists $u_k \in W^{1,p}(U)$ such that $\|u_k - (u_k)_U\|_{L^p(U)} > k \|\nabla u_k\|_{L^p(U)}$. Note that $u_k - (u_k)_U \ne 0$ (otherwise the left side is zero and the inequality fails), so the denominator in the normalisation below is nonzero.
Define the normalised sequence $v_k := (u_k - (u_k)_U) / \|u_k - (u_k)_U\|_{L^p(U)}$. We verify three properties:
**Unit $L^p$ norm.** By construction, $\|v_k\|_{L^p(U)} = \|u_k - (u_k)_U\|_{L^p(U)} / \|u_k - (u_k)_U\|_{L^p(U)} = 1$.
**Zero mean.** The mean of $u_k - (u_k)_U$ over $U$ is $(u_k)_U - (u_k)_U = 0$. Dividing by a nonzero scalar preserves this: $(v_k)_U = 0$.
**Vanishing gradient.** Since $\nabla v_k = \nabla u_k / \|u_k - (u_k)_U\|_{L^p(U)}$ (the constant $(u_k)_U$ drops out under differentiation), we compute:
\begin{align*}
\|\nabla v_k\|_{L^p(U)} = \frac{\|\nabla u_k\|_{L^p(U)}}{\|u_k - (u_k)_U\|_{L^p(U)}} < \frac{1}{k} \to 0 \quad \text{as } k \to \infty.
\end{align*}
The inequality $< 1/k$ follows directly from rearranging the contradiction hypothesis $\|u_k - (u_k)_U\|_{L^p} > k \|\nabla u_k\|_{L^p}$.
The vanishing-gradient property is the crucial one: it says the $v_k$ are "almost constant" in the Sobolev sense (their $W^{1,p}$ seminorm tends to zero), while simultaneously maintaining unit $L^p$ norm. This tension -- nearly constant but not collapsing to zero -- is what the compactness argument in the next step will exploit.
The sequence $(v_k)$ is also bounded in $W^{1,p}(U)$: we have $\|v_k\|_{W^{1,p}} = \|v_k\|_{L^p} + \|\nabla v_k\|_{L^p} < 1 + 1/k \le 2$. This boundedness is the hypothesis needed to apply the Rellich-Kondrachov compactness theorem.
[/guided]
[/step]
[step:Extract a strongly convergent subsequence in $L^p$ via Rellich-Kondrachov]
The sequence $(v_k)$ is bounded in $W^{1,p}(U)$:
\begin{align*}
\|v_k\|_{W^{1,p}(U)} = \|v_k\|_{L^p(U)} + \|\nabla v_k\|_{L^p(U)} < 1 + \frac{1}{k} \le 2.
\end{align*}
Since $U$ is bounded with $C^1$ [boundary](/page/Boundary), the Rellich-Kondrachov theorem guarantees that the embedding $W^{1,p}(U) \hookrightarrow L^p(U)$ is compact. Therefore there exists a subsequence $(v_{k_j})$ and a function $v \in L^p(U)$ with:
\begin{align*}
v_{k_j} \to v \quad \text{strongly in } L^p(U).
\end{align*}
[guided]
We need compactness to extract a convergent subsequence. The sequence $(v_k)$ is bounded in $W^{1,p}(U)$: both the function norm $\|v_k\|_{L^p} = 1$ and the gradient norm $\|\nabla v_k\|_{L^p} < 1/k$ are bounded, so
\begin{align*}
\|v_k\|_{W^{1,p}(U)} = \|v_k\|_{L^p(U)} + \|\nabla v_k\|_{L^p(U)} < 1 + \frac{1}{k} \le 2.
\end{align*}
The Rellich-Kondrachov compactness theorem states that for a bounded domain $U \subset \mathbb{R}^n$ with $C^1$ boundary and $1 \le p < \infty$, the inclusion $W^{1,p}(U) \hookrightarrow L^p(U)$ is a compact embedding. This means that every bounded sequence in $W^{1,p}(U)$ has a subsequence that converges strongly in $L^p(U)$.
All hypotheses of Rellich-Kondrachov are satisfied: $U$ is bounded, open, with $C^1$ boundary, and $1 \le p < \infty$. Applying the theorem to the bounded sequence $(v_k)$, we extract a subsequence $(v_{k_j})$ and a limit $v \in L^p(U)$ such that
\begin{align*}
v_{k_j} \to v \quad \text{strongly in } L^p(U).
\end{align*}
Note that strong $L^p$ convergence is essential here — weak convergence alone would not suffice to pass the $L^p$ norm to the limit in the next step. The compactness of the embedding (as opposed to mere continuity) is what upgrades bounded $W^{1,p}$ sequences to strongly convergent $L^p$ subsequences.
[/guided]
[/step]
[step:Show the limit has unit norm, zero mean, and zero weak gradient]
We verify three properties of the limit $v$:
**Unit norm.** By continuity of the $L^p$ norm under strong convergence: $\|v\|_{L^p(U)} = \lim_{j \to \infty} \|v_{k_j}\|_{L^p(U)} = 1$.
**Zero mean.** Since $v_{k_j} \to v$ in $L^p(U)$, convergence holds in $L^1(U)$ as well (by Holder's inequality, since $\mathcal{L}^n(U) < \infty$). Therefore $(v)_U = \lim_{j \to \infty} (v_{k_j})_U = 0$.
**Zero weak gradient.** For any test function $\phi \in C_c^\infty(U)$ and any $i \in \{1, \ldots, n\}$:
\begin{align*}
\int_U v \, \partial_{x_i} \phi \, d\mathcal{L}^n = \lim_{j \to \infty} \int_U v_{k_j} \, \partial_{x_i} \phi \, d\mathcal{L}^n = -\lim_{j \to \infty} \int_U (\partial_{x_i} v_{k_j}) \, \phi \, d\mathcal{L}^n.
\end{align*}
The first equality uses $v_{k_j} \to v$ in $L^p(U)$ (so $\int v_{k_j} \psi \, d\mathcal{L}^n \to \int v \psi \, d\mathcal{L}^n$ for any $\psi \in L^{p'}(U)$, where $p' = p/(p-1)$ is the conjugate exponent). The second equality uses integration by parts for the [weak derivative](/page/Weak%20Derivative) of $v_{k_j} \in W^{1,p}(U)$. Applying Holder's inequality with exponents $p$ and $p'$:
\begin{align*}
\left| \int_U (\partial_{x_i} v_{k_j}) \, \phi \, d\mathcal{L}^n \right| \le \|\nabla v_{k_j}\|_{L^p(U)} \, \|\phi\|_{L^{p'}(U)} < \frac{1}{k_j} \, \|\phi\|_{L^{p'}(U)} \to 0.
\end{align*}
Therefore $\int_U v \, \partial_{x_i} \phi \, d\mathcal{L}^n = 0$ for all $\phi \in C_c^\infty(U)$ and all $i$, which means $\nabla v = 0$ in the weak sense.
[guided]
We must show the limit $v$ inherits the three properties from the approximating sequence. Each uses a different mode of convergence.
**Unit norm:** The $L^p$ norm is continuous with respect to strong $L^p$ convergence. Since $\|v_{k_j}\|_{L^p} = 1$ for all $j$ and $v_{k_j} \to v$ in $L^p$, we get $\|v\|_{L^p} = 1$.
**Zero mean:** We need $\int_U v \, d\mathcal{L}^n = 0$. Since $U$ has finite measure, $L^p(U) \hookrightarrow L^1(U)$ (by Holder: $\|f\|_{L^1} \le \mathcal{L}^n(U)^{1/p'} \|f\|_{L^p}$). So $v_{k_j} \to v$ in $L^1$, and the integral is continuous on $L^1$: $(v)_U = \frac{1}{\mathcal{L}^n(U)} \int_U v \, d\mathcal{L}^n = \lim_{j} \frac{1}{\mathcal{L}^n(U)} \int_U v_{k_j} \, d\mathcal{L}^n = 0$.
**Zero weak gradient:** This is the most subtle property. We want to show $\nabla v = 0$ weakly, meaning $\int_U v \, \partial_{x_i} \phi \, d\mathcal{L}^n = 0$ for all $\phi \in C_c^\infty(U)$. By the definition of weak derivative for $v_{k_j}$:
\begin{align*}
\int_U v_{k_j} \, \partial_{x_i} \phi \, d\mathcal{L}^n = -\int_U (\partial_{x_i} v_{k_j}) \, \phi \, d\mathcal{L}^n.
\end{align*}
The left side converges to $\int_U v \, \partial_{x_i} \phi \, d\mathcal{L}^n$ (since $v_{k_j} \to v$ in $L^p$ and $\partial_{x_i} \phi \in L^{p'}$). The right side tends to zero because $\|\nabla v_{k_j}\|_{L^p} < 1/k_j \to 0$ and $\phi \in L^{p'}$ is fixed. The Holder inequality quantifies this:
\begin{align*}
\left|\int_U (\partial_{x_i} v_{k_j}) \, \phi \, d\mathcal{L}^n\right| \le \|\partial_{x_i} v_{k_j}\|_{L^p} \|\phi\|_{L^{p'}} \le \frac{\|\phi\|_{L^{p'}}}{k_j} \to 0.
\end{align*}
[/guided]
[/step]
[step:Derive a contradiction from connectedness of $U$]
Since $U$ is connected and $\nabla v = 0$ a.e. on $U$, the function $v$ is constant $\mathcal{L}^n$-a.e. on $U$. (A function with zero weak gradient on a connected open set is constant a.e. -- this follows from the characterisation of $W^{1,p}$ functions via absolutely continuous representatives on lines.)
Let $v = c$ a.e. for some $c \in \mathbb{R}$. The zero-mean property gives:
\begin{align*}
0 = (v)_U = \frac{1}{\mathcal{L}^n(U)} \int_U c \, d\mathcal{L}^n = c.
\end{align*}
Therefore $v = 0$ a.e. on $U$, which gives $\|v\|_{L^p(U)} = 0$. This contradicts $\|v\|_{L^p(U)} = 1$.
The contradiction shows that the Poincare constant $C$ must exist.
[guided]
The final step converts "zero gradient" into "constant function", which the zero-mean condition then forces to be zero, contradicting unit norm.
Why does $\nabla v = 0$ imply $v$ is constant? On a connected open set $U$, a $W^{1,p}$ function with zero weak gradient must be constant a.e. The argument proceeds via the ACL (absolutely continuous on lines) characterisation: for a.e. line segment in $U$ parallel to a coordinate axis, the restriction of $v$ to that segment is absolutely continuous with derivative zero a.e., hence constant on that segment. Since $U$ is connected, any two points can be joined by a path, and the constant value must agree across overlapping line segments, giving $v = c$ a.e. on $U$ for some $c \in \mathbb{R}$.
Now apply the zero-mean condition. Since $v = c$ a.e., the mean value is:
\begin{align*}
(v)_U = \frac{1}{\mathcal{L}^n(U)} \int_U c \, d\mathcal{L}^n = c.
\end{align*}
We proved $(v)_U = 0$ in the previous step, so $c = 0$ and $v = 0$ a.e. on $U$. But this gives $\|v\|_{L^p(U)} = 0$, which contradicts $\|v\|_{L^p(U)} = 1$ established from strong $L^p$ convergence.
The contradiction arose from assuming no constant $C$ satisfies the Poincare inequality. Therefore, there exists $C = C(n, p, U) > 0$ such that $\|u - (u)_U\|_{L^p(U)} \le C \|\nabla u\|_{L^p(U)}$ for all $u \in W^{1,p}(U)$.
[/guided]
[/step]